+38.8%
AXON vs SM
-12.9%
+51.7%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.4% | -1.7% | -0.3% |
| 7D | -27.4% | -19.5% | -7.9% | -26.6% |
| 30D | -28.5% | -20.2% | -8.2% | -27.7% |
| 3M | -49.3% | -6.5% | -42.8% | -49.6% |
| 6M | -25.0% | +1.6% | -26.6% | -26.4% |
| YTD | -46.7% | +61.2% | -108.0% | -52.0% |
| 1Y | -48.3% | +65.4% | -113.6% | -53.8% |
| 3Y | +38.8% | -13.0% | +51.9% | +32.3% |
| All | +38.8% | -12.9% | +51.7% | +32.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SM.
Daily Out/Under-Performance
Portfolio return minus SM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SM return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded SM wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling